+167.4%
IONQ vs ALL
+179.4%
-12.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.4% | -6.8% | -6.4% |
| 7D | -11.5% | +5.0% | -16.5% | -11.5% |
| 30D | -8.1% | +13.3% | -21.4% | -8.6% |
| 3M | -35.8% | +3.2% | -39.0% | -35.8% |
| 6M | -47.7% | +25.3% | -73.1% | -49.5% |
| YTD | -35.6% | +30.5% | -66.1% | -38.5% |
| 1Y | -36.4% | +29.2% | -65.6% | -39.2% |
| 3Y | +150.0% | +119.1% | +30.9% | +108.4% |
| 5Y | +43.3% | +162.6% | -119.3% | +21.4% |
| All | +167.4% | +179.4% | -12.0% | +145.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling